Draw rectangle around active window (C or Python)
It should be done in the C code, there's already something to highlight the active area.

With Python, you're pretty limited to draw handlers, which are attached to regions:

import bpy
import bgl

def draw_callback_px(self, context):

    # 50% alpha, 2 pixel width line
    bgl.glEnable(bgl.GL_BLEND)
    bgl.glColor4f(1.0, 0.0, 1.0, 0.5)
    lw = 4 // 2
    bgl.glLineWidth(lw*2)

    r = context.region

    bgl.glBegin(bgl.GL_LINE_STRIP)
    bgl.glVertex2i(lw, lw)
    bgl.glVertex2i(r.width - lw, lw)
    bgl.glVertex2i(r.width - lw, r.height - lw)
    bgl.glVertex2i(lw, r.height - lw)
    bgl.glVertex2i(lw, lw)
    bgl.glEnd()

    # restore opengl defaults
    bgl.glLineWidth(1)
    bgl.glDisable(bgl.GL_BLEND)
    bgl.glColor4f(0.0, 0.0, 0.0, 1.0)


class ModalDrawOperator(bpy.types.Operator):
    """Draw a line with the mouse"""
    bl_idname = "view3d.modal_operator"
    bl_label = "Simple Modal View3D Operator"

    def modal(self, context, event):
        context.area.tag_redraw()

        if event.type == 'LEFTMOUSE':
            bpy.types.SpaceView3D.draw_handler_remove(self._handle, 'WINDOW')
            return {'FINISHED'}

        elif event.type in {'RIGHTMOUSE', 'ESC'}:
            bpy.types.SpaceView3D.draw_handler_remove(self._handle, 'WINDOW')
            return {'CANCELLED'}

        return {'RUNNING_MODAL'}

    def invoke(self, context, event):
        if context.area.type == 'VIEW_3D':
            # the arguments we pass the the callback
            args = (self, context)
            # Add the region OpenGL drawing callback
            # draw in view space with 'POST_VIEW' and 'PRE_VIEW'
            self._handle = bpy.types.SpaceView3D.draw_handler_add(draw_callback_px, args, 'WINDOW', 'POST_PIXEL')

            context.window_manager.modal_handler_add(self)
            return {'RUNNING_MODAL'}
        else:
            self.report({'WARNING'}, "View3D not found, cannot run operator")
            return {'CANCELLED'}


def register():
    bpy.utils.register_class(ModalDrawOperator)


def unregister():
    bpy.utils.unregister_class(ModalDrawOperator)

if __name__ == "__main__":
    register()

    for area in bpy.context.screen.areas:
        if area.type == "VIEW_3D":
            bpy.ops.view3d.modal_operator({'area': area}, 'INVOKE_DEFAULT')
            break